DocumentCode
2098132
Title
Analysis of Liquidity Risk in Private Equity Fund Investment Based on Fuzzy Evaluation Model
Author
Liu, Fengtao ; Lu, Hang
Author_Institution
Coll. of Manage., Donghua Univ., Shanghai, China
fYear
2009
fDate
20-22 Sept. 2009
Firstpage
1
Lastpage
4
Abstract
The feature and eluding strategy of liquidity is an important aspect in studying private equity fund. This thesis begins with analyzing three features of liquidity fund in PE investment. Then based on effect factors of liquidity risk brought forward by scholars, it constructs an index system for identifying liquidity risk, and establishes a fuzzy evaluation model based on AHP. In the end this thesis brings forward some strategies to reduce PE liquidity risk.
Keywords
decision making; investment; risk analysis; analytic hierarchy process; fuzzy evaluation model; liquidity risk analysis; private equity fund investment; Costs; Educational institutions; Ethics; Forward contracts; Fuzzy systems; Investments; Risk analysis; Risk management; Stock markets; Textiles;
fLanguage
English
Publisher
ieee
Conference_Titel
Management and Service Science, 2009. MASS '09. International Conference on
Conference_Location
Wuhan
Print_ISBN
978-1-4244-4638-4
Electronic_ISBN
978-1-4244-4639-1
Type
conf
DOI
10.1109/ICMSS.2009.5301976
Filename
5301976
Link To Document